+6.0%
LOW vs KEY
+13.5%
-7.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +7.4% | -1.3% | +8.7% | +7.8% |
| 30D | +24.5% | +5.1% | +19.3% | +22.8% |
| 3M | +3.5% | -7.1% | +10.6% | +5.5% |
| 6M | -2.6% | -4.4% | +1.8% | -1.4% |
| YTD | -4.8% | +4.0% | -8.9% | -6.0% |
| 1Y | -0.8% | +23.4% | -24.2% | -6.4% |
| 3Y | +22.8% | +113.9% | -91.1% | -1.3% |
| All | +6.0% | +13.5% | -7.5% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling